Crossfire issue. Please help

Yesterday I was assembling a system with the following components:

Asus P5E x48 mobo
q9550
8 gigs ocz ram
wd velociraptor
2x 1gb HIS 4870
in a CM Cosmos case
with a 850 watt Zalman PSU
Vista 64 bit home premium

Here's the problem, I put everything together except I used only one of GPU. Everything works great and performs well at 1920 x 1200. After I added the second GPU and enabled Crossfire, everything worked fine until I went into the only game that was on the system, Warhammer Online. The system started a long high pitched beep, that would disappear if I alt tabbed out of the game, or lowered the resolution to the bottom. The performance was not as good as a single card. Does anyone know what I am doing wrong. It only beeps at a resolution above 1440-900, and I don't notice any increase in performance. This is on a 28 inch monitor so I need the performance increase from Crossfire.